Title of article :
Admissible estimator of the eigenvalues of the variance–covariance matrix for multivariate normal distributions
Author/Authors :
Sheena، نويسنده , , Yo and Takemura، نويسنده , , Akimichi، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2011
Pages :
15
From page :
801
To page :
815
Abstract :
An admissible estimator of the eigenvalues of the variance–covariance matrix is given for multivariate normal distributions with respect to the scale-invariant squared error loss.
Keywords :
Wishart distribution , Squared error loss , Karlin’s method , covariance matrix
Journal title :
Journal of Multivariate Analysis
Serial Year :
2011
Journal title :
Journal of Multivariate Analysis
Record number :
1565583
Link To Document :
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